I just finished cleo's route (which has that cg) and basically it's just cleo fucking things up and they get surrounded by monsters unprepared and thus that's what happened.
mini review: cleo is best girl but oh god too many scenes unneeded. h-scenes after h-scenes until the plot says that the hero finally needs to awaken. and when its awaken just plaster some fight and some generic ending and that's the game.
funnily enough the bad end (anzu end) was far better even though its short. I'll spoil it since its short and good: